Trying to build a Wordpress Theme

Robin, WordPress doesn't work like a standard website. WordPress uses what is call a Front Controller design pattern. This means at all request to example.com go to WordPress's index.php file. To better explain I'll us an example request to www.example.com/about-us/history. Once the server that hosts example.com receives the request, is looks for the folder where the example.com site is located, which happens to be a WordPress site. Inside the site's root folder is a file called a .htaccess file. This file is read by server, and directs all incoming requests to the index.php file in WordPress's root folder. The .htaccess file also separates the parts of the request after example.com from the domain name and passes that to WordPress for use later. In this case that would be about-us/history. Once .htaccess file is finished the server then loads WP's index.php file, because that's what the .htaccess file told it to do. The index.php file then loads the WP program and begins processing the remainder of the request, about-us/histoty. I won't try to explain everything WP does to return a web page, because that could to a small book, but I will try to explain the basics. First WP runs through some logic and database queries to try to figure out what information needs to load from the database. After that it retrieves the needed information and then make figures out what the active theme is. From there, It runs through some more logic and picks the correct template and executes the code inside the template file. Finally, after all the is done it returns the finished template file's HTML to the requesting browser.

So the reason you can't go to the front-page.php template is because WP is excepting a request that corresponds to a page or post in its database and not an actually file. Hope this helps.